Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 650'611 CHF | 218'370 CHF | 93.46% | 93.46% |
12.07.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'961 CHF | 206'820 CHF | 94.48% | 94.48% |
11.07.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'018 CHF | 191'173 CHF | 90.55% | 90.55% |
10.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'269 CHF | 180'923 CHF | 87.12% | 87.12% |
09.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 526'638 CHF | 177'046 CHF | 84.43% | 84.43% |
08.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'966 CHF | 184'822 CHF | 86.02% | 86.02% |
05.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'119 CHF | 186'873 CHF | 91.13% | 91.13% |
04.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 526'605 CHF | 177'035 CHF | 79.99% | 79.99% |
03.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 528'654 CHF | 177'718 CHF | 91.65% | 91.65% |
02.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'560 CHF | 167'353 CHF | 96.56% | 96.56% |